+52.0%
KR vs PSKY
-70.1%
+122.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.6% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | +5.1% | +11.6% | -6.5% | +4.6% |
| 3M | -8.2% | +1.5% | -9.7% | -8.2% |
| 6M | -18.0% | +7.7% | -25.7% | -18.3% |
| YTD | -4.8% | -20.1% | +15.3% | -4.2% |
| 1Y | -11.0% | -38.3% | +27.3% | -9.7% |
| 3Y | +37.7% | -17.7% | +55.4% | +36.1% |
| All | +52.0% | -70.1% | +122.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling